+195.6%
EQT vs TECK
+177.9%
+17.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +2.4% |
| 7D | -1.2% | -4.2% | +3.1% | 0.0% |
| 30D | +1.1% | -0.4% | +1.4% | +0.9% |
| 3M | +4.8% | +10.1% | -5.4% | +0.6% |
| 6M | -10.6% | +26.0% | -36.6% | -19.1% |
| YTD | +3.4% | +38.0% | -34.6% | -10.5% |
| 1Y | +8.7% | +63.8% | -55.1% | -12.1% |
| 3Y | +35.0% | +68.5% | -33.6% | +1.5% |
| All | +195.6% | +177.9% | +17.7% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling